+421.0%
FERG vs MPC
+1,165.7%
-744.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.9% |
| 7D | +8.2% | +9.4% | -1.3% | +7.0% |
| 30D | +14.4% | -13.4% | +27.8% | +16.2% |
| 3M | +4.3% | +18.9% | -14.5% | +1.7% |
| 6M | +7.9% | +64.9% | -57.0% | +0.4% |
| YTD | +16.3% | +156.8% | -140.6% | +1.3% |
| 1Y | +2.2% | +113.2% | -110.9% | -8.6% |
| 3Y | +67.3% | +201.8% | -134.5% | +41.6% |
| 5Y | +75.3% | +601.4% | -526.0% | +35.2% |
| All | +421.0% | +1,165.7% | -744.7% | +281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling